Derivatives - Schedule of Fair Value of Liabilities (Details) - Black-Scholes Option Pricing Model [Member]	6 Months Ended	12 Months Ended	60 Months Ended	63 Months Ended
	Feb. 28, 2018	Aug. 31, 2017	Feb. 28, 2018	Feb. 28, 2018
Measurement Input, Price Volatility [Member]
Fair value assumptions, measurement input, percentages	294.00%	291.00%
Measurement Input, Price Volatility [Member] | Minimum [Member]
Fair value assumptions, measurement input, percentages				180.00%
Measurement Input, Price Volatility [Member] | Maximum [Member]
Fair value assumptions, measurement input, percentages				350.00%
Measurement Input, Expected Term [Member] | Minimum [Member]
Fair value assumptions, measurement input, term	4 months 17 days	3 months 29 days	9 months
Measurement Input, Expected Term [Member] | Maximum [Member]
Fair value assumptions, measurement input, term	1 year 7 days	10 months 17 days	1 year
Measurement Input, Risk Free Interest Rate [Member]
Fair value assumptions, measurement input, percentages	0.88%	1.23%
Measurement Input, Risk Free Interest Rate [Member] | Minimum [Member]
Fair value assumptions, measurement input, percentages			0.83%
Measurement Input, Risk Free Interest Rate [Member] | Maximum [Member]
Fair value assumptions, measurement input, percentages			140.50%